| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 195470.9579 | 154217.2584 | 41253.6995 | 172205.7034 | 91033.9484 | 81171.755 |
| Total P&L (%) | 195.471 | 154.2173 | 41.2537 | 172.2057 | 91.0339 | 81.1718 |
| Avg Daily Profit (%) | 0.3753 | 0.2961 | 0.0792 | 0.1925 | 0.1244 | 0.1142 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -62835 | -40176 | -43092 | -258917 | -187490 | -164998 |
| Profit Factor | 1.5537 | 1.8204 | 1.2499 | 1.1648 | 1.1607 | 1.1697 |
| Total Trades | 99 | 50 | 49 | 99 | 50 | 49 |
| Winning Trades | 43 | 22 | 21 | 43 | 22 | 21 |
| Losing Trades | 56 | 28 | 28 | 56 | 28 | 28 |
| Profitability (%) | 43.4343 | 44 | 42.8571 | 43.4343 | 44 | 42.8571 |
| Ratio Avg Win / Avg Loss | 2.0234 | 2.3169 | 1.6666 | 1.517 | 1.4772 | 1.5596 |
| Largest Winning Trade | 118632 | 118632 | 23653 | 166158 | 166158 | 96055 |
| Largest Losing Trade | -17346 | -17346 | -13864 | -75107 | -75107 | -59800 |
| Avg Bars in Trades | 244 | 243 | 245 | 244 | 243 | 245 |
| Avg Bars in Winners | 366 | 377 | 355 | 366 | 377 | 355 |
| Avg Bars in Losers | 150 | 138 | 163 | 150 | 138 | 163 |
| Bars Traded | 24207 | 12167 | 12040 | 24207 | 12167 | 12040 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 324225 | -171061 | -91667 | -33412 | -253727 | -76555 |
{
"trading_pair": "RSR_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1713727800000,
"first_datapoint_time": 1714262400000,
"last_datapoint_time": 1758726000000,
"evaluation_time": 1758804065931,
"expiration_time": 1765206000000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "wma",
"factors": {
"length": 113,
"offset": 185
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 75,
"offset": 0
}
}
}
{
"columns": [
"SB",
"SL",
"SS",
"CB",
"CL",
"CS"
],
"index": [
"Total P&L",
"Total P&L (%)",
"Avg Daily Profit (%)",
"Buy And Hold Return (%)",
"Max Trade Drawdown",
"Profit Factor",
"Total Trades",
"Winning Trades",
"Losing Trades",
"Profitability (%)",
"Ratio Avg Win / Avg Loss",
"Largest Winning Trade",
"Largest Losing Trade",
"Avg Bars in Trades",
"Avg Bars in Winners",
"Avg Bars in Losers",
"Bars Traded",
"Profit Streak",
"Trades During Streak",
"Trades Multiplier",
"score"
],
"data": [
[
195470.9579491279,
154217.2584435408,
41253.699505587,
172205.7034158127,
91033.9484377972,
81171.7549780155
],
[
195.470958,
154.217258,
41.2537,
172.205703,
91.033948,
81.171755
],
[
0.375307,
0.296099,
0.079208,
0.192453,
0.124356,
0.114167
],
[
10,
10,
10,
10,
10,
10
],
[
-62835,
-40176,
-43092,
-258917,
-187490,
-164998
],
[
1.553689,
1.820421,
1.249931,
1.164823,
1.160687,
1.169722
],
[
99,
50,
49,
99,
50,
49
],
[
43,
22,
21,
43,
22,
21
],
[
56,
28,
28,
56,
28,
28
],
[
43.434343,
44,
42.857143,
43.434343,
44,
42.857143
],
[
2.02341,
2.316899,
1.666575,
1.516979,
1.477239,
1.55963
],
[
118632,
118632,
23653,
166158,
166158,
96055
],
[
-17346,
-17346,
-13864,
-75107,
-75107,
-59800
],
[
244,
243,
245,
244,
243,
245
],
[
366,
377,
355,
366,
377,
355
],
[
150,
138,
163,
150,
138,
163
],
[
24207,
12167,
12040,
24207,
12167,
12040
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
324225,
-171061,
-91667,
-33412,
-253727,
-76555
]
]
}
{
"trading_pair": "RSR_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1713727800000,
"first_datapoint_time": 1714262400000,
"last_datapoint_time": 1758726000000,
"evaluation_time": 1758804065931,
"expiration_time": 1765206000000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "wma",
"factors": {
"length": 113,
"offset": 185
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 75,
"offset": 0
}
}
}
| # | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
|---|